Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMKG (mktg inc) | NA | 153.64% | 57.07% | 19.39% | 2.17% | -0.12% | NA | … | … |
Data as of 08/27/2014, Common starting date is 12/17/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMKG (mktg inc) | 12/17/1996 | 08/27/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.36 | 153.64 | 57.07 | 19.39 | 2.17 | -0.12 | NA | … | … | 138.46 | 17.00 | 66.67 | 0.00 | 50.00 | -72.22 | -49.65 | 78.75 | -44.64 | -30.70 | 30.72 | 55.61 | 12.64 | 82.00 | -45.65 | -78.65 | 53.93 | 80.88 | -11.64 |
| Sharpe Ratio | NA | 1.98 | 0.64 | 0.19 | 0.01 | NA | NA | … | … | 2.03 | 0.26 | 0.90 | 0.00 | 0.43 | -0.68 | -0.57 | 1.69 | -0.73 | -0.61 | 0.38 | 0.75 | 0.11 | 0.89 | -0.39 | -0.72 | 0.51 | 0.32 | -1.63 |
| Standard Deviation(%) | NA | 77.75 | 75.68 | 102.73 | 97.28 | NA | NA | … | … | 136.30 | 65.96 | 75.02 | 119.66 | 116.87 | 106.80 | 89.09 | 45.00 | 66.24 | 54.19 | 77.79 | 73.16 | 105.33 | 91.44 | 126.36 | 113.72 | 98.71 | 78.79 | 61.69 |
| Draw Down(%) | NA | 25.00 | 33.00 | 75.00 | 92.91 | NA | NA | … | … | 25.00 | 29.08 | 33.00 | 41.00 | 49.49 | 75.33 | 71.70 | 13.96 | 51.56 | 44.21 | 53.22 | 40.00 | 56.00 | 44.89 | 80.96 | 79.11 | 59.01 | 29.17 | 11.64 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/27/2014, Common starting date is 12/17/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMKG (mktg inc) |
-50.46%
Jul 2007 – Jul 2010 |
-38.06%
Jul 2005 – Jul 2010 |
-18.70%
Jan 2000 – Jan 2010 |
-12.53%
Jan 1999 – Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMKG (mktg inc) |
58.34%
May 2011 – May 2014 |
23.65%
Dec 2000 – Dec 2005 |
3.52%
Jun 2004 – Jun 2014 |
-0.90%
May 1999 – May 2014 |
Annualized Rolling Returns Comparison Chart